This is an example of confusion over technique and procedure.
Some guys i fly with get a bee in their bonnet over this one. Their 'technique' is to hold it with the toe brakes until getting take off clearance...if I set the PB I usually get told to release it. I do as requested, it really does not bother me, and get on with the flight. I then politely ask for a reference to the 'procedure' that they have picked me up on....this usually starts a conversation about technique vs procedure. Confusion between technique and procedure is a big CRM issue..that bothers me!!
For what its worth....I would set it....but thats my technique!!
JJ